+33.6%
MGY vs LII
+18.7%
+15.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -3.0% | -0.6% | -2.4% | -3.2% |
| 3M | -7.6% | -17.0% | +9.4% | -5.2% |
| 6M | -14.4% | -31.1% | +16.8% | -10.7% |
| YTD | +13.4% | -27.7% | +41.1% | +15.5% |
| 1Y | +9.2% | -26.2% | +35.3% | +10.5% |
| 3Y | +22.6% | -9.6% | +32.2% | +17.5% |
| 5Y | +33.6% | +15.7% | +18.0% | +25.7% |
| All | +33.6% | +18.7% | +15.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling